European equity investing through the financial crisis : can risk parity, momentum or trend following help to reduce tail risk?
Year of publication: |
2014
|
---|---|
Authors: | Clare, Andrew D. ; Seaton, James ; Smith, Peter N. ; Thomas, Stephen |
Publisher: |
York : Dep. of Economics and Related Studies, Univ. of York |
Subject: | Trend following | Momentum investing | tail risk | European equity sectors | Financial Crisis | Portfolio-Management | Portfolio selection | Herdenverhalten | Herding | Kapitalmarktrendite | Capital market returns | Portfoliodiversifikation | Portfolio diversification | Europa | Europe |
Extent: | Online-Ressource (30 S.) graph. Darst. |
---|---|
Series: | Discussion papers in economics. - York, ZDB-ID 2196322-8. |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Clare, Andrew D., (2014)
-
Clare, Andrew, (2014)
-
Clare, Andrew, (2014)
- More ...
-
Clare, Andrew D., (2016)
-
Reducing sequence risk using trend following investment strategies and the CAPE
Clare, Andrew D., (2016)
-
Carry and trend following returns in the foreign exchange market
Clare, Andrew D., (2015)
- More ...